+379.9%
EAT vs TW
+41.2%
+338.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.5% | +0.1% |
| 7D | -4.0% | +3.9% | -7.9% | -5.1% |
| 30D | -2.9% | +19.9% | -22.8% | -8.1% |
| 3M | -16.9% | +25.9% | -42.8% | -22.7% |
| 6M | +57.0% | +21.1% | +35.8% | +46.9% |
| YTD | +38.2% | +23.9% | +14.3% | +27.3% |
| 1Y | +69.3% | +21.2% | +48.0% | +57.0% |
| 3Y | +483.0% | +44.8% | +438.2% | +381.9% |
| All | +379.9% | +41.2% | +338.6% | +248.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling